-13.7%
CLF vs RJF
+76.7%
-90.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.0% |
| 7D | +6.5% | +1.8% | +4.7% | +5.1% |
| 30D | +0.2% | 0.0% | +0.3% | +0.1% |
| 3M | -3.1% | +18.0% | -21.0% | -14.7% |
| 6M | +25.0% | +17.0% | +8.1% | +10.2% |
| YTD | -7.5% | +11.1% | -18.6% | -16.0% |
| 1Y | +11.5% | +8.0% | +3.6% | +3.4% |
| 3Y | -13.7% | +73.3% | -87.0% | -43.3% |
| All | -13.7% | +76.7% | -90.4% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RJF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling